-14.8%
CCL vs CBOE
+1,045.3%
-1,060.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -5.0% | -3.6% | -1.4% | -4.0% |
| 30D | -20.3% | +5.1% | -25.4% | -21.9% |
| 3M | -15.1% | +4.6% | -19.7% | -17.6% |
| 6M | -15.1% | -0.3% | -14.8% | -17.3% |
| YTD | -21.8% | +19.8% | -41.5% | -29.2% |
| 1Y | -24.8% | +28.4% | -53.1% | -34.0% |
| 3Y | +51.9% | +104.1% | -52.2% | +3.9% |
| 5Y | +4.0% | +150.9% | -146.9% | -36.4% |
| 10Y | -42.2% | +393.5% | -435.7% | -73.1% |
| All | -14.8% | +1,045.3% | -1,060.2% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling